1) What is cointegration? 2) What is a view in a black-litterman model? 3) What are the problems of using a mean variance optimization? 4) What are the problems that one comes across when constructing a covariance matrix? 5) Which is more important in a factor regression - beta or R square?
Some examples of things they asked: They asked what I knew about the company and why I was interested, they asked who my favourite sportsperson was, they asked whether I remembered roughly what the S&P index was, and throughout asked a number of mental maths questions, with the last one being to find 1/prime mentally for some prime number.
What are the basic operations of Itarle
Interview included questions around understanding of algorithmic trading, as well as some programming questions
You have a 6 sided die and a 4 sided die, you randomly pick one of them and roll a 3, what is the probability that you picked the 4 sided die?
Why are you passionate about trading?
past projects and expeirence with working with large datasets
Describe your current role and responsibilities Why YouGov
For the HR round, it is generally about your inclination towards the role and culture fit. For the technical round, make sure to brush up on card game questions that require probability and also on expected value questions.
Why trading? Why Da vinci? Basic conditional probabilities, expectations, guessing unknown quantities. Easier than the other firms.
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